+31.9%
CARR vs S
-56.8%
+88.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.6% | -7.7% | +9.3% | +2.6% |
| 30D | -8.7% | -5.3% | -3.4% | -8.3% |
| 3M | -12.6% | +20.3% | -32.8% | -15.2% |
| 6M | -1.5% | +47.4% | -48.9% | -8.0% |
| YTD | +14.3% | +32.5% | -18.2% | +8.2% |
| 1Y | -4.6% | +9.5% | -14.1% | -7.4% |
| 3Y | +7.3% | +15.5% | -8.2% | +1.4% |
| 5Y | +11.6% | -71.2% | +82.8% | +12.7% |
| All | +31.9% | -56.8% | +88.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling